Em Algorithm of the Truncated Multinormal Distribution with Linear Restriction on the Variables

Bai-suo JIN, Jing-jing HAN, Shu DING, Bai-qi MIAO

Bai-suo JIN, Jing-jing HAN, Shu DING, Bai-qi MIAO

应用数学学报(英文版) . 2018, (1): 155 -162 . DOI: 10.1007/s10255-018-0733-2